Document Details

Document Type : Article In Journal 
Document Title :
Time Series Analysis of Saudi Arabian Stock Market Index:(Box–Jenkins Method)
تحليل السلسلة الزمنية لمؤشر أسعار الأسهم في المملكة العربية السعودية: باستخدام منهجية بوكس جينكينز
 
Subject : Economics 
Document Language : Arabic 
Abstract : This paper investigates the time series of the Saudi Arabian stock market index, in order to build a model for forecasting in short run. It uses monthely data covering the period from March 1985 to June 2002. The Box – Jenkins methodology or what it is somes times called autoregressive moving average model. According to different methodes and tests, the autoregressive model of degree one is the best model fitting the data. The seasonal pattern of the series has little effects on the model.  
ISSN : 1319-0997 
Journal Name : Economics and Administration Journal 
Volume : 17 
Issue Number : 2 
Publishing Year : 1424 AH
2003 AD 
Article Type : Article 
Added Date : Sunday, October 11, 2009 

Researchers

Researcher Name (Arabic)Researcher Name (English)Researcher TypeDr GradeEmail
حمد عبدالله الغنام HAMAD A. AL-GHANNAMResearcher  

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